Goldman Sachs Call 120 MMM 20.03..../  DE000GG6DKH0  /

EUWAX
2024-05-17  9:37:06 AM Chg.+0.170 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.940EUR +22.08% -
Bid Size: -
-
Ask Size: -
3M Company 120.00 USD 2026-03-20 Call
 

Master data

WKN: GG6DKH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2026-03-20
Issue date: 2024-04-04
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.02
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.26
Parity: -1.39
Time value: 0.96
Break-even: 120.05
Moneyness: 0.87
Premium: 0.24
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.05%
Delta: 0.48
Theta: -0.01
Omega: 4.83
Rho: 0.68
 

Quote data

Open: 0.940
High: 0.940
Low: 0.940
Previous Close: 0.770
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.39%
1 Month  
+56.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.710
1M High / 1M Low: 0.940 0.570
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.782
Avg. volume 1W:   0.000
Avg. price 1M:   0.664
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -